+16.4%
AZN vs HCA
+11.2%
+5.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.3% | -7.5% | +0.3% |
| 7D | +11.5% | +10.2% | +1.3% | +8.8% |
| 30D | +20.8% | +17.4% | +3.3% | +16.0% |
| 3M | +21.5% | +27.7% | -6.2% | +14.3% |
| 6M | +3.0% | +20.0% | -17.0% | -2.8% |
| YTD | +3.9% | +10.0% | -6.1% | +0.7% |
| 1Y | +16.4% | +9.0% | +7.4% | +12.3% |
| All | +16.4% | +11.2% | +5.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling